The Outlook reminder function for callbacks is usually prevented by restriction of the 'Automatic prompting for file downloads being disabled' in Internet Options.
To stop Internet Explorer from blocking file and software downloads which affect the Callback reminders in Outlook:
1) Open Internet Explorer.
2) Click the Tools button, and then click Internet Options.
3) Click the Security tab, Trusted Sites and then click Custom level.
4) Scroll to the Downloads section of the list, and then, under Automatic prompting for file downloads, click Enable.
5) Click OK, click Yes to confirm that you want to make the change, and then click OK again.
Callbacks reminders in Outlook should now be functioning properly. If, when setting the callback, you get a popup click 'open' and not 'save' to set the reminder in Outlook.